Interior \(W^{1,p}\) regularity and Hölder continuity of weak solutions to a class of divergence Kolmogorov equations with discontinuous coefficients (Q383904): Difference between revisions
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Property / author: Peng Cheng Niu / rank | |||
Property / author | |||
Property / author: Peng Cheng Niu / rank | |||
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In this paper, the authors consider a class of Kolmogorov equation in divergence form defined in a bounded open domain of \(\mathbf R^{N+1}\). Equations of this form have applications in the theory of stochastic processes, in the kinetic theory and in mathematical finance. They have been widely studied by Lanconelli and his school. In this paper, the authors assume the principal part is symmetric, bounded, uniformly elliptic and belongs to \(\mathrm{VMO}_L\). Furthermore the drift term is assumed constant and such that the frozen operator is hypoelliptic. Under such assumptions, the authors prove interior \(W^{1,p}\) \((1 <p< \infty)\) regularity and Hölder continuity of weak solutions to the equation. | |||
Property / review text: In this paper, the authors consider a class of Kolmogorov equation in divergence form defined in a bounded open domain of \(\mathbf R^{N+1}\). Equations of this form have applications in the theory of stochastic processes, in the kinetic theory and in mathematical finance. They have been widely studied by Lanconelli and his school. In this paper, the authors assume the principal part is symmetric, bounded, uniformly elliptic and belongs to \(\mathrm{VMO}_L\). Furthermore the drift term is assumed constant and such that the frozen operator is hypoelliptic. Under such assumptions, the authors prove interior \(W^{1,p}\) \((1 <p< \infty)\) regularity and Hölder continuity of weak solutions to the equation. / rank | |||
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Property / reviewed by: Vincenzo Vespri / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K57 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K65 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K70 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35B65 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6236319 / rank | |||
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Property / zbMATH Keywords | |||
divergence Kolmogorov equation | |||
Property / zbMATH Keywords: divergence Kolmogorov equation / rank | |||
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regularity | |||
Property / zbMATH Keywords: regularity / rank | |||
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singular integral | |||
Property / zbMATH Keywords: singular integral / rank | |||
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locally homogeneous spaces | |||
Property / zbMATH Keywords: locally homogeneous spaces / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s00032-013-0203-5 / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2083546078 / rank | |||
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Property / cites work | |||
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Latest revision as of 03:59, 7 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Interior \(W^{1,p}\) regularity and Hölder continuity of weak solutions to a class of divergence Kolmogorov equations with discontinuous coefficients |
scientific article |
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Interior \(W^{1,p}\) regularity and Hölder continuity of weak solutions to a class of divergence Kolmogorov equations with discontinuous coefficients (English)
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6 December 2013
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In this paper, the authors consider a class of Kolmogorov equation in divergence form defined in a bounded open domain of \(\mathbf R^{N+1}\). Equations of this form have applications in the theory of stochastic processes, in the kinetic theory and in mathematical finance. They have been widely studied by Lanconelli and his school. In this paper, the authors assume the principal part is symmetric, bounded, uniformly elliptic and belongs to \(\mathrm{VMO}_L\). Furthermore the drift term is assumed constant and such that the frozen operator is hypoelliptic. Under such assumptions, the authors prove interior \(W^{1,p}\) \((1 <p< \infty)\) regularity and Hölder continuity of weak solutions to the equation.
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divergence Kolmogorov equation
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regularity
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singular integral
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locally homogeneous spaces
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